Parameter | Estimate | s.e. |
t-value |
p-value |
---|
Eq. (1) | | | | |
γ
0
| 6.708 | 0.156 | 42.883 | <0.001 |
γ
1
| −0.310 | 0.003 | −121.942 | <0.001 |
Eq. (2) | | | | |
δ
0
| 8.506 | 0.161 | 52.775 | <0.001 |
δ
1
| −2.316 | 0.020 | −117.628 | <0.001 |
Eq. (3) | | | | |
ω
0
| 7.299 | 0.095 | 77.009 | <0.001 |
ω
1
| −2.357 | 0.153 | −154.468 | <0.001 |
ω
2
| −0.059 | 0.001 | -62.263 | <0.001 |